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PRG vs. AIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


PRGAIG
YTD Return56.55%13.32%
1Y Return74.37%22.81%
3Y Return (Ann)0.86%11.30%
5Y Return (Ann)-0.30%9.15%
10Y Return (Ann)7.97%5.87%
Sharpe Ratio1.611.17
Sortino Ratio2.431.60
Omega Ratio1.301.22
Calmar Ratio1.180.25
Martin Ratio11.184.95
Ulcer Index6.28%4.71%
Daily Std Dev43.52%19.93%
Max Drawdown-80.87%-99.64%
Current Drawdown-26.61%-93.99%

Fundamentals


PRGAIG
Market Cap$1.99B$47.14B
EPS$3.61$4.97
PE Ratio13.2715.21
Total Revenue (TTM)$2.42B$21.41B
Gross Profit (TTM)$797.06M$12.89B
EBITDA (TTM)$1.91B$1.16B

Correlation

-0.50.00.51.00.2

The correlation between PRG and AIG is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

PRG vs. AIG - Performance Comparison

In the year-to-date period, PRG achieves a 56.55% return, which is significantly higher than AIG's 13.32% return. Over the past 10 years, PRG has outperformed AIG with an annualized return of 7.97%, while AIG has yielded a comparatively lower 5.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
37.62%
-4.62%
PRG
AIG

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Risk-Adjusted Performance

PRG vs. AIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PROG Holdings, Inc. (PRG) and American International Group, Inc. (AIG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


PRG
Sharpe ratio
The chart of Sharpe ratio for PRG, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.001.61
Sortino ratio
The chart of Sortino ratio for PRG, currently valued at 2.43, compared to the broader market-4.00-2.000.002.004.006.002.43
Omega ratio
The chart of Omega ratio for PRG, currently valued at 1.30, compared to the broader market0.501.001.502.001.30
Calmar ratio
The chart of Calmar ratio for PRG, currently valued at 1.18, compared to the broader market0.002.004.006.001.18
Martin ratio
The chart of Martin ratio for PRG, currently valued at 11.18, compared to the broader market0.0010.0020.0030.0011.18
AIG
Sharpe ratio
The chart of Sharpe ratio for AIG, currently valued at 1.17, compared to the broader market-4.00-2.000.002.004.001.17
Sortino ratio
The chart of Sortino ratio for AIG, currently valued at 1.60, compared to the broader market-4.00-2.000.002.004.006.001.60
Omega ratio
The chart of Omega ratio for AIG, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for AIG, currently valued at 0.25, compared to the broader market0.002.004.006.000.25
Martin ratio
The chart of Martin ratio for AIG, currently valued at 4.95, compared to the broader market0.0010.0020.0030.004.95

PRG vs. AIG - Sharpe Ratio Comparison

The current PRG Sharpe Ratio is 1.61, which is higher than the AIG Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of PRG and AIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.61
1.17
PRG
AIG

Dividends

PRG vs. AIG - Dividend Comparison

PRG's dividend yield for the trailing twelve months is around 0.75%, less than AIG's 2.01% yield.


TTM20232022202120202019201820172016201520142013
PRG
PROG Holdings, Inc.
0.75%0.00%0.00%0.00%0.26%0.25%0.30%0.28%0.32%0.42%0.28%0.24%
AIG
American International Group, Inc.
2.01%2.07%2.02%2.25%3.38%2.49%3.25%2.15%1.96%1.31%0.89%0.39%

Drawdowns

PRG vs. AIG - Drawdown Comparison

The maximum PRG drawdown since its inception was -80.87%, smaller than the maximum AIG drawdown of -99.64%. Use the drawdown chart below to compare losses from any high point for PRG and AIG. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-26.61%
-93.99%
PRG
AIG

Volatility

PRG vs. AIG - Volatility Comparison

PROG Holdings, Inc. (PRG) has a higher volatility of 15.65% compared to American International Group, Inc. (AIG) at 5.16%. This indicates that PRG's price experiences larger fluctuations and is considered to be riskier than AIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.65%
5.16%
PRG
AIG

Financials

PRG vs. AIG - Financials Comparison

This section allows you to compare key financial metrics between PROG Holdings, Inc. and American International Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items